Does anyone know how I can receive data through the API? All the manuals seem to only indicate how I can send orders and connect; I don't see anything about accessing the data. Specifically I want to reference the time and sales data and the market depth data. Do I need to use a separate program like Realtick for the data or can I use Genesis' proprietary data? If I can use Genesis' data, please tell me how to access it with the API. Thanks.
getting the Genesis data is actually quite simple. Which version do you know. I'm using the C++ one. if you need to get data you should create a class derived from GTStock.. class CMyStock : public GTStock then you create a stock by using this... m_session.CreateStock(A STOCK); you get the data by using a realtime event handler, like OnGotLevel1(); but I'm still in the dark of how to get level 2 data and use it